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lsharpe
2009 Mar 23
0
Problems with adapt
...[1]
th2<-theta[2]
tha<-theta[3]
thb<-theta[4]
thc<-theta[5]
thp<-theta[6]
thmu<-theta[7]
alfz1<-theta[8]
alfz2<-theta[9]
alfc<-theta[10]
alf<-theta[11]
r<- 1
s<- 1
n<-2000
lik<-numeric(n)
int<-numeric(n)
v<- numeric(2)
for (i in 1:n) { #Beggin Loop
lstarpre<- function(v){ #This is the fuction to be integrated
e1<-y$p1[i]-alfz1*y$z_a1[i] - alfz2*y$z_b1[i] -alfc*y$c1[i] -alf
e2<-y$p2[i]-alfz1*y$z_a2[i] - alfz2*y$z_b2[i] -alfc*y$c2[i] -alf
e3<-y$p3[i]-alfz1*y$z_a3[i] - alfz2*y$z_b3[i] -alfc*y$c3[i] -alf
U1<- (th1 +tha*y$a1[...